NYMEX Natural Gas Future January 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Aug-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Aug-2015 | 11-Aug-2015 | Change | Change % | Previous Week |  
                        | Open | 3.213 | 3.214 | 0.001 | 0.0% | 3.160 |  
                        | High | 3.233 | 3.245 | 0.012 | 0.4% | 3.232 |  
                        | Low | 3.205 | 3.190 | -0.015 | -0.5% | 3.114 |  
                        | Close | 3.233 | 3.229 | -0.004 | -0.1% | 3.186 |  
                        | Range | 0.028 | 0.055 | 0.027 | 96.4% | 0.118 |  
                        | ATR | 0.068 | 0.067 | -0.001 | -1.3% | 0.000 |  
                        | Volume | 22,705 | 20,195 | -2,510 | -11.1% | 122,523 |  | 
    
| 
        
            | Daily Pivots for day following 11-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.386 | 3.363 | 3.259 |  |  
                | R3 | 3.331 | 3.308 | 3.244 |  |  
                | R2 | 3.276 | 3.276 | 3.239 |  |  
                | R1 | 3.253 | 3.253 | 3.234 | 3.265 |  
                | PP | 3.221 | 3.221 | 3.221 | 3.227 |  
                | S1 | 3.198 | 3.198 | 3.224 | 3.210 |  
                | S2 | 3.166 | 3.166 | 3.219 |  |  
                | S3 | 3.111 | 3.143 | 3.214 |  |  
                | S4 | 3.056 | 3.088 | 3.199 |  |  | 
        
            | Weekly Pivots for week ending 07-Aug-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3.531 | 3.477 | 3.251 |  |  
                | R3 | 3.413 | 3.359 | 3.218 |  |  
                | R2 | 3.295 | 3.295 | 3.208 |  |  
                | R1 | 3.241 | 3.241 | 3.197 | 3.268 |  
                | PP | 3.177 | 3.177 | 3.177 | 3.191 |  
                | S1 | 3.123 | 3.123 | 3.175 | 3.150 |  
                | S2 | 3.059 | 3.059 | 3.164 |  |  
                | S3 | 2.941 | 3.005 | 3.154 |  |  
                | S4 | 2.823 | 2.887 | 3.121 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3.245 | 3.114 | 0.131 | 4.1% | 0.059 | 1.8% | 88% | True | False | 23,961 |  
                | 10 | 3.290 | 3.114 | 0.176 | 5.5% | 0.063 | 2.0% | 65% | False | False | 21,347 |  
                | 20 | 3.343 | 3.114 | 0.229 | 7.1% | 0.063 | 2.0% | 50% | False | False | 17,734 |  
                | 40 | 3.383 | 3.114 | 0.269 | 8.3% | 0.066 | 2.0% | 43% | False | False | 16,634 |  
                | 60 | 3.483 | 3.060 | 0.423 | 13.1% | 0.069 | 2.1% | 40% | False | False | 15,937 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3.479 |  
            | 2.618 | 3.389 |  
            | 1.618 | 3.334 |  
            | 1.000 | 3.300 |  
            | 0.618 | 3.279 |  
            | HIGH | 3.245 |  
            | 0.618 | 3.224 |  
            | 0.500 | 3.218 |  
            | 0.382 | 3.211 |  
            | LOW | 3.190 |  
            | 0.618 | 3.156 |  
            | 1.000 | 3.135 |  
            | 1.618 | 3.101 |  
            | 2.618 | 3.046 |  
            | 4.250 | 2.956 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Aug-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3.225 | 3.219 |  
                                | PP | 3.221 | 3.209 |  
                                | S1 | 3.218 | 3.200 |  |